In the answer to another question about tefilla, I read: "that it was against halacha to stand outside and daven out in the open under the Kippas HaShamayim [canopy of the heavens]."

This is new information to me and I would like to know its source and if possible its reasoning. Also, is this always true, or are there cases where it is permissible to pray the Shemona Esrei outdoors?